• Title of article

    Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models

  • Author/Authors

    Christian M. Hafner، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    23
  • From page
    247
  • To page
    269
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    1998
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    218499